scientific article; zbMATH DE number 1066382

zbMATH Open0907.60057MaRDI QIDQ4357571FDOQ4357571

Authors: E. Iglói, Gy. Terdik 

Publication date: 18 February 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Gaussian processstochastic differential equationBrownian motionwhite noisebilinear modelnon-Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (3)

• Bilinear state systems on an unbounded time scale
• Representation of the bilinear system output by multiple stochastic integrals
• On multivariate nonlinear regression models with stationary correlated errors

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